Goldman Sachs Put 50 MBG 19.12.20.../  DE000GG1NC58  /

EUWAX
2024-05-28  1:27:23 PM Chg.-0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.230EUR -8.00% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 50.00 EUR 2025-12-19 Put
 

Master data

WKN: GG1NC5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.74
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -1.63
Time value: 0.27
Break-even: 47.32
Moneyness: 0.75
Premium: 0.29
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 12.61%
Delta: -0.15
Theta: 0.00
Omega: -3.77
Rho: -0.20
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month     0.00%
3 Months
  -8.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.260 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.248
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -